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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,073 CHF | 51,443 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,021 | 75,000 | 51,226 CHF | 48,762 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,123 | 75,000 | 51,209 CHF | 48,687 CHF | 99.09% | 99.09% |
| 10/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 83,081 | 75,000 | 52,220 CHF | 47,922 CHF | 97.44% | 97.44% |
| 09/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,875 CHF | 61,875 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,335 CHF | 62,335 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,002 CHF | 61,002 CHF | 98.98% | 98.98% |
| 04/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,049 CHF | 59,049 CHF | 100.00% | 100.00% |
| 03/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,761 CHF | 58,761 CHF | 100.00% | 100.00% |
| 02/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,466 CHF | 55,466 CHF | 100.00% | 100.00% |
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